论文标题
使用盗窃软件包在R中基于功能的时间序列分析
Feature-Based Time-Series Analysis in R using the theft Package
论文作者
论文摘要
时间序列在整个科学中进行测量和分析。量化时间序列结构的一种方法是计算一组摘要统计或“特征”，然后根据其作为特征向量的属性来表示时间序列。最终的特征空间是可解释且信息丰富的，并且可以将传统的统计学习方法（包括聚类，回归和分类）应用于时间序列数据集。许多用于计算时间序列功能的开源软件包存在多种编程语言，包括catch22（22个功能：Matlab，R，Python，Julia，Julia），盛宴（42个功能：R），TSFeatures（63个功能：R），Kats（R），Kats（40个功能：Python），TSFRESH（Python），TSFRESH（779功能：779功能：pyn0 and pyny and tf yn0＆pynon and t pynon; Python）。但是，有几个问题：（i）目前尚不可用的这些软件包的单一访问点； （ii）要访问所有功能集，用户必须流利多种语言； （iii）这些特征 - 萃取软件包缺乏用于执行基于特征的时间序列分析的广泛伴随的方法论，例如时间序列分类的应用。在这里，我们在称为盗窃：处理时间序列提取功能的工具的R软件包中介绍了这些问题。盗窃是从上面列出的六个开源时间序列特征集中计算功能的统一且可扩展的框架。它还包括一套用于处理和解释提取功能的性能的功能，包括广泛的数据可视化模板，低维投影和时间序列分类操作。随着科学和行业中时间序列数据集的数量和复杂性的增加，盗窃提供了一个标准化的框架，以全面量化和解释时间序列中的信息结构。
Time series are measured and analyzed across the sciences. One method of quantifying the structure of time series is by calculating a set of summary statistics or `features', and then representing a time series in terms of its properties as a feature vector. The resulting feature space is interpretable and informative, and enables conventional statistical learning approaches, including clustering, regression, and classification, to be applied to time-series datasets. Many open-source software packages for computing sets of time-series features exist across multiple programming languages, including catch22 (22 features: Matlab, R, Python, Julia), feasts (42 features: R), tsfeatures (63 features: R), Kats (40 features: Python), tsfresh (779 features: Python), and TSFEL (390 features: Python). However, there are several issues: (i) a singular access point to these packages is not currently available; (ii) to access all feature sets, users must be fluent in multiple languages; and (iii) these feature-extraction packages lack extensive accompanying methodological pipelines for performing feature-based time-series analysis, such as applications to time-series classification. Here we introduce a solution to these issues in an R software package called theft: Tools for Handling Extraction of Features from Time series. theft is a unified and extendable framework for computing features from the six open-source time-series feature sets listed above. It also includes a suite of functions for processing and interpreting the performance of extracted features, including extensive data-visualization templates, low-dimensional projections, and time-series classification operations. With an increasing volume and complexity of time-series datasets in the sciences and industry, theft provides a standardized framework for comprehensively quantifying and interpreting informative structure in time series.
